WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,268
COMMITMENTS
103,104 105,334 75,729 303,980 283,571 482,813 464,634 41,455 59,634
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 11,837)
-1,728 -3,090 4,909 7,625 7,562 10,806 9,381 1,031 2,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 20.1 14.4 58.0 54.1 92.1 88.6 7.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
153 140 144 92 130 337 339
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,530,657
COMMITMENTS
558,591 127,176 190,900 612,655 959,627 1362146 1277703 168,511 252,954
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 55,123)
2,233 3,555 22,836 27,619 25,923 52,688 52,314 2,435 2,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 8.3 12.5 40.0 62.7 89.0 83.5 11.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 892)
280 141 214 213 386 588 675
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,547
COMMITMENTS
3,762 260 88 6,736 11,603 10,586 11,951 2,961 1,596
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 385)
179 54 -18 284 293 445 329 -60 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 1.9 0.6 49.7 85.6 78.1 88.2 21.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 3 3 15 12 36 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 652,432
COMMITMENTS
234,735 37,584 77,529 284,386 446,972 596,650 562,085 55,782 90,347
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 16,549)
24,859 662 -4,831 -1,801 14,950 18,227 10,781 -1,678 5,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 5.8 11.9 43.6 68.5 91.5 86.2 8.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
231 84 140 121 213 421 406
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,442
COMMITMENTS
19,119 723 1,221 0 3,879 20,340 5,823 3,102 17,619
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -6,598)
-6,282 -2,686 -811 -32 -2,606 -7,125 -6,103 527 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.6 3.1 5.2 0.0 16.5 86.8 24.8 13.2 75.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 4 7 0 7 15 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 327,351
COMMITMENTS
112,034 28,857 36,046 139,516 241,584 287,596 306,487 39,755 20,864
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 14,072)
-2,471 987 7,004 9,708 5,083 14,241 13,074 -169 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 8.8 11.0 42.6 73.8 87.9 93.6 12.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
106 50 67 55 62 206 154
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 695,529
COMMITMENTS
98,486 96,613 10,555 442,544 462,670 551,585 569,838 143,944 125,691
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,639)
1,915 -7,160 1,408 8,905 6,461 12,228 709 -9,589 1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 13.9 1.5 63.6 66.5 79.3 81.9 20.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
35 25 14 80 75 125 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 240,425
COMMITMENTS
38,944 28,568 489 154,816 174,106 194,249 203,163 46,176 37,262
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 8,231)
960 2,314 259 6,308 3,167 7,527 5,740 704 2,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 11.9 0.2 64.4 72.4 80.8 84.5 19.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 5 2 21 26 29 32
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,176
COMMITMENTS
847 1,191 609 7,430 7,189 8,886 8,989 290 187
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -273)
25 -186 268 -598 -374 -305 -292 32 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 13.0 6.6 81.0 78.3 96.8 98.0 3.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 6 5 20 19 30 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 200,156
COMMITMENTS
64,150 19,525 17,684 81,687 145,819 163,521 183,028 36,635 17,128
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 7,578)
1,025 -988 742 3,997 7,739 5,764 7,493 1,814 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 9.8 8.8 40.8 72.9 81.7 91.4 18.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
71 30 41 67 62 163 116
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,906
COMMITMENTS
4,345 3,286 1,889 6,610 11,304 12,844 16,479 5,062 1,427
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 492)
-251 -20 57 82 309 -112 346 604 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 18.4 10.5 36.9 63.1 71.7 92.0 28.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
33 17 13 26 18 72 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 735,205
COMMITMENTS
208,383 127,788 6,977 411,341 488,200 626,701 622,965 108,504 112,240
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -5,789)
17,236 -1,306 -794 -16,954 4,371 -512 2,271 -5,277 -8,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 17.4 0.9 55.9 66.4 85.2 84.7 14.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
39 42 14 80 102 129 149
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,597,756
COMMITMENTS
259,147 191,800 41,962 973,959 1048720 1275068 1282482 322,688 315,274
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -91,855)
2,706 -8,893 13,230 -109,236 -89,378 -93,300 -85,041 1,445 -6,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 12.0 2.6 61.0 65.6 79.8 80.3 20.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
48 57 39 117 132 184 209
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,049,113
COMMITMENTS
265,586 102,801 12,468 542,187 696,587 820,241 811,856 228,872 237,257
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 56,415)
64,174 4,672 474 -16,322 61,514 48,326 66,660 8,089 -10,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 9.8 1.2 51.7 66.4 78.2 77.4 21.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
36 35 17 64 80 107 125
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 607,252
COMMITMENTS
155,652 24,522 76,415 338,987 455,931 571,054 556,868 36,198 50,384
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 10,754)
8,576 1,253 -99 -1,987 6,397 6,490 7,551 4,264 3,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 4.0 12.6 55.8 75.1 94.0 91.7 6.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 18 26 51 47 92 82
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,097
COMMITMENTS
16,844 4,259 372 21,575 35,606 38,791 40,237 6,306 4,860
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -421)
-348 -354 -139 198 63 -288 -430 -133 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 9.4 0.8 47.8 79.0 86.0 89.2 14.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
27 12 5 28 36 58 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 90,193
COMMITMENTS
33,688 8,518 744 43,149 71,211 77,581 80,473 12,612 9,720
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -841)
-695 -707 -277 396 125 -576 -859 -265 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 9.4 0.8 47.8 79.0 86.0 89.2 14.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
27 12 5 28 36 58 50
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,513
COMMITMENTS
1,202 1,760 0 11,001 10,677 12,203 12,437 310 76
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 419)
14 -1,700 0 429 2,119 443 419 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 14.1 0.0 87.9 85.3 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 7 0 12 12 17 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 42,757
COMMITMENTS
2,026 1,148 0 40,365 41,430 42,391 42,578 366 179
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,743)
-203 148 0 1,849 1,542 1,646 1,690 97 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 2.7 0.0 94.4 96.9 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 0 6 18 10 22
Updated October 22, 2010